Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47587.17 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46192.21 Kr¶

PnL: ---------------------------------------> -696.36 Kr¶

DD now: ---------------------------------> -2.144 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 15:46:50.023841'

Anic Portfolio¶

Today¶

Return: -0.826 %¶

This Week¶

Return: -0.68 %¶

Total¶

Return: 55.788 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.590000 3125.200000 154.200000 5.190000 2971.000006
HEBA B 70 -1.850000 2786.000000 150.000000 5.690000 2636.000010
Corem Property Group B 59 -1.400000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -1.390000 391.500000 36.500000 10.280000 355.000000
HMS Networks 2 -1.120000 709.200000 36.200000 5.380000 673.000000
MedCap 2 -2.150000 455.000000 34.000000 8.080000 421.000000
Resurs Holding 22 0.550000 606.980000 32.980000 5.750000 573.999998
Boozt 12 -0.210000 1684.800000 30.800000 1.860000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 -0.400000 562.560000 19.560000 3.600000 543.000000
Intrum 4 -0.260000 545.000000 18.000000 3.420000 527.000000
OEM International B 7 -0.130000 543.900000 15.900000 3.010000 527.999997
Securitas B 6 0.870000 585.000000 15.000000 2.630000 570.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Swedbank A 3 1.480000 576.900000 12.900000 2.290000 564.000000
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
SAAB B 8 -0.470000 3387.200000 10.200000 0.300000 3377.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.770000 250.800000 4.800000 1.950000 246.000000
Handelsbanken A 5 -0.180000 545.000000 -1.000000 -0.180000 546.000000
Nordea Bank Abp 29 0.190000 3450.420000 -3.580000 -0.100000 3453.999992
Creaspac SPAC 6 -0.620000 573.000000 -4.000000 -0.690000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
CTEK 13 -3.100000 520.000000 -14.000000 -2.620000 533.999999
Essity B 2 -1.140000 556.800000 -17.200000 -3.000000 574.000000
International Petroleum Corp. 5 -2.520000 560.500000 -34.070000 -5.730000 594.565215
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 1.340000 558.960000 -54.040000 -8.820000 612.999432
Axfood 13 -1.560000 3603.600000 -152.400000 -4.060000 3756.000001
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Fasadgruppen Group 35 1.300000 3542.000000 -269.000000 -7.060000 3810.999990
Ovzon 52 -3.210000 2818.400000 -543.600000 -16.170000 3361.999992
TOTAL 46192.210000 -696.360000 -2.1442% 46888.564618

Updated:¶

'2023-01-24 15:47:02.624681'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶